Hi, I have PCOS and have been able to maintain a healthy slim weight with a few of the suggestions already posted, plus a couple more. I would be careful about carbs, especially simple carbs like white bread and white rice. You don't have to cut carbs out altogether, just choose healthy ones, like beans and brown rice and WHOLE WHEAT bread (not just regular wheat bread). These are choices with lots of fiber, which you should also include in your diet. High fiber diets are not only heart-healthy, they are good for PCOS. Add raw almonds to your diet as well, about a quarter cup a day, either by themselves or in a salad or yogurt, however you like them. Also consider taking flax seed supplements; you can find them in the vitamin aisle. I take two a day; they give you healthy omega acids as well as help regulate hormones. Consider also adding cinnamon to your diet, in oatmeal, or other ways. (Oatmeal is high in fiber too, so this is a good combo). Cinnamon helps regulate blood sugar, which is a common problem with PCOS and can help maintain weight.
So, to sum up:
High fiber
Low simple carbs
Raw nuts
Flax seed supplements
Cinnamon
Hope this helps. Good luck.